-43.8%
TOST vs PLUG
-94.8%
+51.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | +0.9% |
| 7D | +11.6% | -4.9% | +16.5% | +12.5% |
| 30D | +16.2% | -27.4% | +43.7% | +23.5% |
| 3M | +1.0% | -35.7% | +36.7% | +9.4% |
| 6M | +23.2% | -59.3% | +82.5% | +43.3% |
| YTD | -1.0% | -31.5% | +30.5% | -0.3% |
| 1Y | -9.9% | -48.9% | +39.0% | -3.9% |
| 3Y | +101.0% | -79.6% | +180.6% | +111.2% |
| 5Y | -40.4% | -96.5% | +56.1% | +33.8% |
| All | -43.8% | -94.8% | +51.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling